+328.6%
TMO vs NDAQ
+368.2%
-39.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.6% | -5.6% | +4.9% | +2.2% |
| 30D | +1.1% | -4.4% | +5.5% | +3.3% |
| 3M | +28.3% | +5.9% | +22.5% | +23.9% |
| 6M | +23.3% | +7.7% | +15.5% | +17.6% |
| YTD | +5.5% | -5.2% | +10.6% | +6.9% |
| 1Y | +24.5% | -3.4% | +27.9% | +24.5% |
| 3Y | +19.6% | +85.6% | -66.1% | -17.0% |
| 5Y | +8.1% | +49.5% | -41.4% | -17.4% |
| All | +328.6% | +368.2% | -39.6% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NDAQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling